+2,316.3%
ICE vs VALE
+344.1%
+1,972.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | +7.6% | +5.1% | +2.5% | +5.8% |
| 3M | +13.9% | -0.4% | +14.3% | +13.5% |
| 6M | -2.4% | -2.2% | -0.1% | -2.7% |
| YTD | +0.3% | +20.5% | -20.3% | -7.0% |
| 1Y | -6.4% | +61.2% | -67.6% | -20.8% |
| 3Y | +43.1% | +43.1% | 0.0% | +22.4% |
| 5Y | +42.1% | +34.0% | +8.2% | +17.7% |
| 10Y | +220.9% | +469.7% | -248.7% | +34.0% |
| All | +2,316.3% | +344.1% | +1,972.2% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling